This is actually something I was curious about as well. So, for each domain ".com, .net, etc" I should redirect it to the .com domain? I thought that was the correct approach but wanted to double check. I don't do web work very often.

That basically sums it up, you should also either have your site on www.mysite.com or http://mysite.com and make the one you don't wish to use redirect to the other. Don't have your site directly accessible on both.